IntraAlpha
Create free account Start free

Fox Factory Holding Corp. Common Stock FOXF

i

Market datapartial · fetched 2026-10-22T21:10:29.579Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:02.38133499Z

FundamentalsAlpha Vantage · unavailable

Share price$15.33
1D+4.2%
AH$14.65$14.86$15.07$15.28$15.495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFOXF
Sold putSold callAH

Fox Factory Holding Corp. Common Stock options

Live interpolated FOXF call and put midpoint premiums by absolute delta.Fox Factory Holding Corp. Common Stock$0.26$2.63$5.00$7.37$9.73$8.60$12.03$15.45$18.88$22.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FOXF spot · $15.33FOXF PRICE$1.08$1.12$1.18$1.29$1.40$1.51$1.62$1.82$2.38$2.93$3.49$4.41$0.52$0.66$0.79$0.93$1.07$1.33$1.63$1.92$2.22$2.52$3.10$4.37$9.05
PutsCheap0.69×
CallsExpensive1.62×
SkewBullish-44.48 pp
Implied moveBearish±$3.13
TiltBearish10.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.6894.7%20.7%
25Δ28.81223.0%95.0%13.2390.1%18.0%
30Δ22.86175.2%56.5%13.7885.5%15.3%
35Δ19.72144.1%36.3%14.3280.9%12.6%
40Δ18.73132.5%30.6%14.8776.4%10.0%
45Δ17.74120.9%24.9%15.3575.6%8.5%
50Δ16.76109.2%19.1%15.8176.0%7.5%
55Δ15.7797.6%13.4%16.2776.4%6.4%
60Δ14.8591.0%8.8%16.7276.8%5.4%
65Δ14.17101.9%8.0%17.1877.3%4.4%
70Δ13.50112.8%7.2%17.9081.5%3.5%
75Δ12.82123.7%6.4%19.2494.7%3.1%
80Δ11.74138.6%5.4%23.93137.4%2.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.68
IV
94.7%
B/E move
20.7%

25Δ

Calls
Pseudo strike
28.81
IV
223.0%
B/E move
95.0%
Puts
Pseudo strike
13.23
IV
90.1%
B/E move
18.0%

30Δ

Calls
Pseudo strike
22.86
IV
175.2%
B/E move
56.5%
Puts
Pseudo strike
13.78
IV
85.5%
B/E move
15.3%

35Δ

Calls
Pseudo strike
19.72
IV
144.1%
B/E move
36.3%
Puts
Pseudo strike
14.32
IV
80.9%
B/E move
12.6%

40Δ

Calls
Pseudo strike
18.73
IV
132.5%
B/E move
30.6%
Puts
Pseudo strike
14.87
IV
76.4%
B/E move
10.0%

45Δ

Calls
Pseudo strike
17.74
IV
120.9%
B/E move
24.9%
Puts
Pseudo strike
15.35
IV
75.6%
B/E move
8.5%

50Δ

Calls
Pseudo strike
16.76
IV
109.2%
B/E move
19.1%
Puts
Pseudo strike
15.81
IV
76.0%
B/E move
7.5%

55Δ

Calls
Pseudo strike
15.77
IV
97.6%
B/E move
13.4%
Puts
Pseudo strike
16.27
IV
76.4%
B/E move
6.4%

60Δ

Calls
Pseudo strike
14.85
IV
91.0%
B/E move
8.8%
Puts
Pseudo strike
16.72
IV
76.8%
B/E move
5.4%

65Δ

Calls
Pseudo strike
14.17
IV
101.9%
B/E move
8.0%
Puts
Pseudo strike
17.18
IV
77.3%
B/E move
4.4%

70Δ

Calls
Pseudo strike
13.50
IV
112.8%
B/E move
7.2%
Puts
Pseudo strike
17.90
IV
81.5%
B/E move
3.5%

75Δ

Calls
Pseudo strike
12.82
IV
123.7%
B/E move
6.4%
Puts
Pseudo strike
19.24
IV
94.7%
B/E move
3.1%

80Δ

Calls
Pseudo strike
11.74
IV
138.6%
B/E move
5.4%
Puts
Pseudo strike
23.93
IV
137.4%
B/E move
2.9%

Options history

No recorded observations